The first piece of Madagascar media after the original film, The Madagascar Penguins in a Christmas Caper is a short film centering around the Penguins' escapades during Christmas Eve.
While the penguins make last-minute preparations for Christmas at the Central Park Zoo, Private notices that a polar bear in the zoo is sad to spend Christmas all alone. Skipper and the others unfortunately ignore his concerns, making Private decide to run off to find the polar bear a present. Later, the penguins notice his absence and, not knowing where he is, go off and try to find him before Private is taken hostage by a familiar old lady.
The short debuted in front of the US theatrical release of Wallace and Gromit: The Curse of the Were-Rabbit on October 7, 2005 and then became a bonus feature on the Madagascar DVD shortly afterwards.
The Madagascar Penguins in a Christmas Caper contains examples of:
- Captain Oblivious: The grandma has no idea about the battle between the penguins and Mr. Chew, being distracted by the football game on TV. It is not until the game is over, shortly after the penguins leave, when she realizes the damage to her apartment and promptly blames Mr. Chew.
- Cute Creature, Creepy Mouth: Mr. Chew, a tiny poodle with plenty of vicious-looking canine teeth.
- Equippable Ally: Skipper uses Rico to shoot at Mr. Chew like a machine gun after he's swallowed a bowl of mints.
- Face on a Milk Carton: Parodied when Private goes missing. Once the other penguins notice that he's gone, Kowalski dramatically turns around an eggnog carton with Private's face on it. This is the same carton seen before Private ran away when the other penguins performed a chugging contest.
- Five-Finger Fillet: Rico can be seen doing this with the visual gag that, as a penguin, it's really more of a one-flipper fillet. Skipper tells him to stop as this is inappropriate behavior for the dinner table, so he grudgingly does, but takes a moment to rub his flipper over the serrated edge of the knife when he makes sure no one is looking.
- Murder Is the Best Solution: Rico immediately suggests "Kaboom!" as a solution to every problem the penguins face. His wish is eventually granted.
- National Animal Stereotypes: The camels are portrayed celebrating Hanukkah, implying that they are Israeli.
- Pilot Movie: This short is one for The Penguins of Madagascar, featuring early versions of core elements from the spinoff, most prominently the Penguin base and Rico's Ax-Crazy redesign.
- Prequel: This short takes place shortly before the first movie.
- Psycho Poodle: Mr. Chew acts all sweet and peppy for his owner, but as soon as her back is turned, he becomes a snarling beast, which gives the other penguins a serious fight when they come to rescue Private.
- Sleeping Dummy: Private uses a bowling pin as a dummy to escape. When Skipper discovers it, he slaps and interrogates it.
- Strange Minds Think Alike: After Private runs off, Skipper tells his men to think about the Penguin Credo. Kowalski thinks that he is referring to "Never bathe in hot oil and Bisquick." Later, when the penguins find Private again, Skipper tells him to remember the Penguin Credo, and he replies "What does deep-frying in Bisquick have to do with any of this?"
- Toy Disguise: When Private searches a souvenir stand, he poses as a toy to avoid being recognized by humans. Unfortunately, this works too well, as Nana mistakes him for a chew toy and buys him to give to her pet poodle, Mr. Chew, as a Christmas present.